mechanical anchors, exterior cold regions

Mechanical anchors installed in vertical condition in cold climates subject to freezing.
Is there concern about water seeping into the annular gap between the anchor & concrete?
Specifically we have concerns about potential freeze-thaw damage.
Can the anchors be jacked-up out of the hole?
Freeze-thaw damage to concrete around the hole?

We use larger diameter 3/4" minimum in anchors with primarily continuous tension in such applications. The top of the anchor is exposed and not sealed in any manner.